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common-domain-model

Class: Quanto

Determines the currency rate that the seller of the equity amounts will apply at each valuation date for converting the respective amounts into a currency that is different from the currency denomination of the underlier.

URI: common_domain_model:Quanto

 classDiagram
    class Quanto
    click Quanto href "../Quanto/"
      Quanto : fixingTime
        
          
    
        
        
        Quanto --> "0..1" BusinessCenterTime : fixingTime
        click BusinessCenterTime href "../BusinessCenterTime/"
    

        
      Quanto : fxRate
        
          
    
        
        
        Quanto --> "*" FxRate : fxRate
        click FxRate href "../FxRate/"
    

        
      Quanto : fxSpotRateSource
        
          
    
        
        
        Quanto --> "0..1" FxSpotRateSource : fxSpotRateSource
        click FxSpotRateSource href "../FxSpotRateSource/"

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
fxRate *
FxRate		 Specifies a currency conversion rate direct
fxSpotRateSource 0..1
FxSpotRateSource		 Specifies the methodology (reference source and, optionally, fixing time) to … direct
fixingTime 0..1
BusinessCenterTime		 The time at which the spot currency exchange rate will be observed direct

Usages

Section titled “Usages”
used by used in type used
FxFeature quanto range Quanto

Identifier and Mapping Information

Section titled “Identifier and Mapping Information”

Schema Source

Section titled “Schema Source”

Mappings

Section titled “Mappings”
Mapping Type Mapped Value
self common_domain_model:Quanto
native common_domain_model:Quanto

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: Quanto
description: Determines the currency rate that the seller of the equity amounts will
  apply at each valuation date for converting the respective amounts into a currency
  that is different from the currency denomination of the underlier.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  fxRate:
    name: fxRate
    description: Specifies a currency conversion rate.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - Quanto
    range: FxRate
    multivalued: true
  fxSpotRateSource:
    name: fxSpotRateSource
    description: Specifies the methodology (reference source and, optionally, fixing
      time) to be used for determining a currency conversion rate.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    domain_of:
    - FxLinkedNotionalSchedule
    - Composite
    - Quanto
    range: FxSpotRateSource
  fixingTime:
    name: fixingTime
    description: The time at which the spot currency exchange rate will be observed.
      It is specified as a time in a business day calendar location, e.g. 11:00am
      London time.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    domain_of:
    - FxInformationSource
    - FloatingRateIndexFixingDetails
    - FxLinkedNotionalSchedule
    - Composite
    - Quanto
    range: BusinessCenterTime

Induced

Section titled “Induced”
name: Quanto
description: Determines the currency rate that the seller of the equity amounts will
  apply at each valuation date for converting the respective amounts into a currency
  that is different from the currency denomination of the underlier.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  fxRate:
    name: fxRate
    description: Specifies a currency conversion rate.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: Quanto
    domain_of:
    - Quanto
    range: FxRate
    multivalued: true
  fxSpotRateSource:
    name: fxSpotRateSource
    description: Specifies the methodology (reference source and, optionally, fixing
      time) to be used for determining a currency conversion rate.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    owner: Quanto
    domain_of:
    - FxLinkedNotionalSchedule
    - Composite
    - Quanto
    range: FxSpotRateSource
  fixingTime:
    name: fixingTime
    description: The time at which the spot currency exchange rate will be observed.
      It is specified as a time in a business day calendar location, e.g. 11:00am
      London time.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    owner: Quanto
    domain_of:
    - FxInformationSource
    - FloatingRateIndexFixingDetails
    - FxLinkedNotionalSchedule
    - Composite
    - Quanto
    range: BusinessCenterTime